An individual position constraint caps the weight of a single portfolio holding: w_i ≤ u_i. It supports diversification and limits risks that historical-data estimates may miss. section 10.2.2
Asset-specific limits use an upper-bound array u. When every nonnegative weight shares a 0.5 cap, the infinity-norm form limits the magnitude of every entry in w to 0.5. section 10.2.2
constraints.append(w[i] <= u[i])
Append an asset-specific upper bound directly to an existing cvxpy constraint list. section 10.2.2
constraints.append(cp.norm_inf(w) <= 0.5)
Apply one common maximum magnitude to every portfolio weight with cvxpy’s infinity norm. section 10.2.2
